The folder 'C:\Grid-Tools\Installers that is used for installing the prerequisites and GTDatamaker itself is not a trusted location for install.
The local Windows group policy prevents running an install from this folder location that is not trusted.
How can the default install path be changed.
Release : 4.9.1
Component : Datamaker
The installer 'setup_GTServer_4.9...' extracts the installers for the prerequisites to C:\Grid-Tools\Installers
For example setup_odp4net_x86_22.214.171.124.exe, setup_odp4net_126.96.36.199.exe and setup_RemotePublish.exe
These correspond to the first 3 required prerequisites in the screenshot.
If you cannot run these manually (rightclick and run as administrator) from that location, just copy these installers to a different location that is trusted and run them manually from there.
Then run the GTServer installer again and it should recognize that all the prerequisites are there and can be skipped.